May 21, 2024  
2014-15 Graduate Catalog 
    
2014-15 Graduate Catalog [ARCHIVED CATALOG]

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ACSI 5640 - Mathematics of Options, Futures, and Other Derivatives

3 credit hours
Prerequisites: ACSI/MATH 4630/ACSI 5630 /5630 and 4200/ACSI 5200 /MATH 5200 . A preparatory course for the Society of Actuaries Course 6. Topics include risk management using options, interest rate swaps, interest rate caps, Black-Scholes analysis, Taylor series expansion to obtain hedge parameters, portfolio insurance, numerical procedures, interest rate derivatives, and use of Black’s model.


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